张书宇
姓 名 张书宇
职 称 副教授
邮 箱 onething1984@126.com
个 人 介 绍 |
硕士毕业于荷兰蒂尔堡大学，博士毕业于比利时安特卫普大学。先后于对外经济贸易大学、中南财经政法大学、北京工商大学任全职教职，并曾于浙江万里学院任量化投资校外指导教师。此外，就任德国主板上市公司Panamax.AG独立董事、以及对外经济贸易大学智慧金融科技研究中心研究员。目前出版一部英文专著和多篇高水平国际论文。2019年至今，本人已在Economics Letters(SSCI)，Accounting and Finance(SSCI) 等国际高水平期刊发表了7篇区块链金融相关领域的研究论文。
学 术 成 果 |
工作论文:
[1] Jun Deng, Huifeng Pan, Shuyu Zhang* & Bin Zou (2020): Mean-Variance Tradeoff of Bitcoin Inverse Futures(比特币逆结构合约对冲研究[1]),Working paper (SSCI,第一轮审稿).
[2] Shuyu Zhang, Aerts, W., H.,Pan,& Y., Cao (2020): Causal Reasoning and Initial Coin Offerings(因果解释与区块链数字加密通证首次上市),Working paper.
[3] Q., Gong, D., Gong, Shuyu Zhang, & Aerts, W. (2020): Idiosyncratic skewness and cryptocurrency returns(偏度及区块链数字加密通证回报), Working paper.
已发表论文:
[1] Shuyu Zhang, Aerts, W., D., Zhang* & Z., Chen (2021): Positive Tone and Initial Coin Offerings(语调与区块链数字加密通证首次上市发行), Accounting and Finance, nline (SSCI).
[2] Jun Deng, Huifeng Pan, Shuyu Zhang, & Bin Zou* (2021): Optimal Bitcoin Trading with Inverse Futures(逆结构性期货合约下比特币最优交易策略), Annuals of Operation Research, online (SSCI).
[3] Jun Deng, Huifeng Pan, Shuyu Zhang* & Bin Zou (2020): Minimum-variance hedging of Bitcoin inverse futures (比特币逆结构性期货合约的对冲研究), Applied Economics, DOI:
10.1080/00036846.2020.1789549. (SSCI)
[4] Zhang, S. Zhang, D., Zheng, J.*, & Aerts, W. (2020) Does policy uncertainty of the blockchain dampen ICO markets? (政策不确定性是否危害区块链数字加密通证首次上市发行) Accounting & Finance. DOI: 10.1111/acfi.12639. (SSCI)
[5] Zhang, S., Aerts, W., Lu, L., & Pan, H. (2019). Readability of token whitepaper and ICO first-day return.( 区块链数字加密通证白皮书可读性研究) Economics Letters. 180. 58-61. (SSCI)
[6] Zhang, S., Zhou, X., Pan, H., and Jia, J. 2019. Crypto-currency, confirmatory bias and news readability – evidence from the largest Chinese cryptocurrency exchange. (区块链数字加密通证的固有偏见及新闻可读性研究) Accounting & Finance. 58(1). 1445-1468. (SSCI)
[7] Shuyu Zhang, Walter Aerts, and Huifeng Pan.(2019). Causal language intensity in performance commentary and financial analyst behaviour. (因果关系语言及分析师行为研究) Journal of Business Finance & Accounting. 46(1-2). 3-31. https://doi.org/10.1111/jbfa.12351. (SSCI)
[8] Shuyu Zhang, and Walter Aerts.(2015). Management's performance justification and failure to meet earnings thresholds, Accounting and Business Research. 45(6-7). 841-868. (SSCI)
[9] Shuyu Zhang, and Walter Aerts.(2014). Management's causal reasoning on performance and earnings management, European Management Journal. 32(5). 770-783. (SSCI)
[10] Ziyi Yang, Wen Wang, Shuyu Zhang, Zonghu Ma, Naveed Anwar, Guanqing Liu, Ruihong Zhang, (2017). Comparison of the methane production potential and biodegradability of kitchen waste from different sources under mesophilic and thermophilic conditions, Water Science and Technology, DOI:
10.2166/wst.2017.026 (SCI-Expand)
[11] Walter Aerts，Zhang, Shuyu, How do companies use discretionary performance explanations in their annual report, Accountancy & Befrijfskunde, 2014,3(1),2-15.
英文报刊
[1] Zhang Shuyu, Yan Xiaolong, Economic growth stabilizing amid transformation, China Daily, 2015-07-22.
[2] Zhang Shuyu, Yan Xiaolong, Why the stock market dived so fast in such a short period, China Daily, 2015-07-08.
[3] Zhang Shuyu, Yan Xiaolong, Bull has left, but market is not facing disaster: Experts, China Daily USA, 2015-07-08.
中文论文
[1] 潘慧峰，蔡显军，孙伟，张书宇，数字货币市场是否达到了弱式有效?—基于广义谱方法的检验，科学决策，2019（05）：1-13.
[2] 俞鸿林和张书宇，高管晋升激励、考核机制与国有企业研发投入，经济科学，2016（5）：95-110.
[3] 潘慧峰，王鑫，张书宇，雾霾污染的持续性及空间溢出效应分析—来自京津冀地区的证据，中国软科学，2015（12）：134-143.
[4] 张海洋，张书宇，陆利平，从浙江法院判例看民间借贷的契约和诉讼，中国国情国力，2015（07）：28-30.
[5] 潘慧峰，王鑫，张书宇，重雾霾污染的溢出效应研究—来自京津冀地区的证据，科学决策，2015（02）：1-15.
书籍出版
Causal reasoning on performance intensity in management’s performance commentary: Determinants and consequences, 2013, S. Zhang, Universitas: Antwerp, ISBN: 978-90-8994-073-5.
主持项目
2020年至今:收入分配与现代财政学科创新引智基地课题:人工智能驱动的收入分配与优化模型(重点项目);第一参与人
2020年至今:中央高校基本科研经费: 区块链加密通证逆结构性期货 合约的风险结构和最优套期保值策略—以比特币为例(2722020JCG071)
2019年至今：作为第一参与人参与国家社科基金题目：《结构性宏观债务杠杆的微观形成机制与对策研究》(19CJY058)
2016/01-2018/01：对外经济贸易大学校级课题,经济政策不确定性指标体系构建（15QN12）2016/07-2017/04：关于在陕西省杨凌区组建农业保险公司的可行性报告